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BIIIX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BIIIXVIGIX

Correlation

-0.50.00.51.00.0

The correlation between BIIIX and VIGIX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BIIIX vs. VIGIX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.77%
12.35%
BIIIX
VIGIX

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BIIIX vs. VIGIX - Expense Ratio Comparison

BIIIX has a 0.29% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


BIIIX
BlackRock Sustainable Advantage CoreAlpha Bond Fund
Expense ratio chart for BIIIX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BIIIX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage CoreAlpha Bond Fund (BIIIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BIIIX
Sharpe ratio
The chart of Sharpe ratio for BIIIX, currently valued at 1.64, compared to the broader market0.002.004.001.64
Sortino ratio
The chart of Sortino ratio for BIIIX, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for BIIIX, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for BIIIX, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.52
Martin ratio
The chart of Martin ratio for BIIIX, currently valued at 6.21, compared to the broader market0.0020.0040.0060.0080.006.21
VIGIX
Sharpe ratio
The chart of Sharpe ratio for VIGIX, currently valued at 2.27, compared to the broader market0.002.004.002.27
Sortino ratio
The chart of Sortino ratio for VIGIX, currently valued at 2.93, compared to the broader market0.005.0010.002.93
Omega ratio
The chart of Omega ratio for VIGIX, currently valued at 1.42, compared to the broader market1.002.003.004.001.42
Calmar ratio
The chart of Calmar ratio for VIGIX, currently valued at 2.96, compared to the broader market0.005.0010.0015.0020.002.96
Martin ratio
The chart of Martin ratio for VIGIX, currently valued at 11.67, compared to the broader market0.0020.0040.0060.0080.0011.67

BIIIX vs. VIGIX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.64
2.27
BIIIX
VIGIX

Dividends

BIIIX vs. VIGIX - Dividend Comparison

BIIIX has not paid dividends to shareholders, while VIGIX's dividend yield for the trailing twelve months is around 0.51%.


TTM20232022202120202019201820172016201520142013
BIIIX
BlackRock Sustainable Advantage CoreAlpha Bond Fund
3.31%3.62%2.21%2.20%2.82%2.79%2.78%2.18%0.61%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.51%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

BIIIX vs. VIGIX - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.29%
-2.86%
BIIIX
VIGIX

Volatility

BIIIX vs. VIGIX - Volatility Comparison

The current volatility for BlackRock Sustainable Advantage CoreAlpha Bond Fund (BIIIX) is 0.00%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 4.48%. This indicates that BIIIX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
4.48%
BIIIX
VIGIX